The Hansel and Gretel arc from Black Lagoon is easily one of the most disturbing things I've seen in any anime. Love that series but the second time I watched it I was tempted to skip that part because it made me so uncomfortable, can't think of any other example like that off the top of my head.

There's also some pretty brutal stuff that's implied but not shown (in the anime at least, never read the manga so), like bodies being disposed of via chainsaw loli.